Trading Metrics calculated at close of trading on 02-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,391.0 |
3,347.0 |
-44.0 |
-1.3% |
3,347.0 |
High |
3,398.0 |
3,394.0 |
-4.0 |
-0.1% |
3,430.0 |
Low |
3,331.0 |
3,327.0 |
-4.0 |
-0.1% |
3,309.0 |
Close |
3,349.0 |
3,366.0 |
17.0 |
0.5% |
3,349.0 |
Range |
67.0 |
67.0 |
0.0 |
0.0% |
121.0 |
ATR |
84.9 |
83.6 |
-1.3 |
-1.5% |
0.0 |
Volume |
1,033,679 |
1,108,640 |
74,961 |
7.3% |
6,338,454 |
|
Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,563.3 |
3,531.7 |
3,402.9 |
|
R3 |
3,496.3 |
3,464.7 |
3,384.4 |
|
R2 |
3,429.3 |
3,429.3 |
3,378.3 |
|
R1 |
3,397.7 |
3,397.7 |
3,372.1 |
3,413.5 |
PP |
3,362.3 |
3,362.3 |
3,362.3 |
3,370.3 |
S1 |
3,330.7 |
3,330.7 |
3,359.9 |
3,346.5 |
S2 |
3,295.3 |
3,295.3 |
3,353.7 |
|
S3 |
3,228.3 |
3,263.7 |
3,347.6 |
|
S4 |
3,161.3 |
3,196.7 |
3,329.2 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,725.7 |
3,658.3 |
3,415.6 |
|
R3 |
3,604.7 |
3,537.3 |
3,382.3 |
|
R2 |
3,483.7 |
3,483.7 |
3,371.2 |
|
R1 |
3,416.3 |
3,416.3 |
3,360.1 |
3,450.0 |
PP |
3,362.7 |
3,362.7 |
3,362.7 |
3,379.5 |
S1 |
3,295.3 |
3,295.3 |
3,337.9 |
3,329.0 |
S2 |
3,241.7 |
3,241.7 |
3,326.8 |
|
S3 |
3,120.7 |
3,174.3 |
3,315.7 |
|
S4 |
2,999.7 |
3,053.3 |
3,282.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,419.0 |
3,309.0 |
110.0 |
3.3% |
78.4 |
2.3% |
52% |
False |
False |
1,229,665 |
10 |
3,430.0 |
3,206.0 |
224.0 |
6.7% |
74.9 |
2.2% |
71% |
False |
False |
1,385,353 |
20 |
3,430.0 |
2,981.0 |
449.0 |
13.3% |
85.9 |
2.6% |
86% |
False |
False |
1,430,259 |
40 |
3,430.0 |
2,913.0 |
517.0 |
15.4% |
78.7 |
2.3% |
88% |
False |
False |
1,064,026 |
60 |
3,430.0 |
2,913.0 |
517.0 |
15.4% |
68.4 |
2.0% |
88% |
False |
False |
716,083 |
80 |
3,430.0 |
2,768.0 |
662.0 |
19.7% |
69.4 |
2.1% |
90% |
False |
False |
540,297 |
100 |
3,430.0 |
2,768.0 |
662.0 |
19.7% |
63.4 |
1.9% |
90% |
False |
False |
432,630 |
120 |
3,430.0 |
2,768.0 |
662.0 |
19.7% |
57.7 |
1.7% |
90% |
False |
False |
360,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,678.8 |
2.618 |
3,569.4 |
1.618 |
3,502.4 |
1.000 |
3,461.0 |
0.618 |
3,435.4 |
HIGH |
3,394.0 |
0.618 |
3,368.4 |
0.500 |
3,360.5 |
0.382 |
3,352.6 |
LOW |
3,327.0 |
0.618 |
3,285.6 |
1.000 |
3,260.0 |
1.618 |
3,218.6 |
2.618 |
3,151.6 |
4.250 |
3,042.3 |
|
|
Fisher Pivots for day following 02-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,364.2 |
3,362.8 |
PP |
3,362.3 |
3,359.7 |
S1 |
3,360.5 |
3,356.5 |
|